Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2389293.7242 | 2144240.3153 | 245053.4089 | 25722554.9254 | 3677513.453 | 22045041.4724 |
Total P&L (%) | 2389.2937 | 2144.2403 | 245.0534 | 25722.5549 | 3677.5135 | 22045.0415 |
Avg Daily Profit (%) | 1.2804 | 1.1491 | 0.1313 | 0.2981 | 0.1948 | 0.2898 |
Buy And Hold Return (%) | 24.4137 | 24.4137 | 24.4137 | 24.4137 | 24.4137 | 24.4137 |
Max Trade Drawdown | -63616 | -94772 | -37050 | -13006577 | -14142407 | -5576503 |
Profit Factor | 7.3049 | 10.3476 | 2.6384 | 1.6285 | 1.1452 | 2.4134 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 7.5263 | 13.1069 | 2.1987 | 1.6779 | 1.4506 | 2.0112 |
Largest Winning Trade | 1926760 | 1926760 | 62570 | 9721429 | 6349866 | 9721429 |
Largest Losing Trade | -37190 | -37190 | -22558 | -5380342 | -4366537 | -5380342 |
Avg Bars in Trades | 79 | 60 | 100 | 79 | 60 | 100 |
Avg Bars in Winners | 118 | 82 | 149 | 118 | 82 | 149 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 5348 | 2043 | 3305 | 5348 | 2043 | 3305 |
Profit Streak | 53.9272 | 53.9272 | 60.2606 | 53.9272 | 53.9272 | 60.2606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98194 | 729181 | -11548 | -108346 | -54571 | 523008 |
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5598, "evaluation_days": 1866, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760307312090, "expiration_time": 1765121472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 66, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 2389293.7241550363, 2144240.3152565095, 245053.4088985266, 25722554.92537781, 3677513.4529752973, 22045041.472402513 ], [ 2389.293724, 2144.240315, 245.053409, 25722.554925, 3677.513453, 22045.041472 ], [ 1.280436, 1.149111, 0.131326, 0.298076, 0.194812, 0.289819 ], [ 24.413696, 24.413696, 24.413696, 24.413696, 24.413696, 24.413696 ], [ -63616, -94772, -37050, -13006577, -14142407, -5576503 ], [ 7.304891, 10.347558, 2.638405, 1.628508, 1.145186, 2.413447 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 15, 18, 33, 15, 18 ], [ 34, 19, 15, 34, 19, 15 ], [ 49.253731, 44.117647, 54.545455, 49.253731, 44.117647, 54.545455 ], [ 7.526252, 13.106907, 2.19867, 1.677857, 1.450569, 2.011206 ], [ 1926760, 1926760, 62570, 9721429, 6349866, 9721429 ], [ -37190, -37190, -22558, -5380342, -4366537, -5380342 ], [ 79, 60, 100, 79, 60, 100 ], [ 118, 82, 149, 118, 82, 149 ], [ 42, 42, 41, 42, 42, 41 ], [ 5348, 2043, 3305, 5348, 2043, 3305 ], [ 53.927223, 53.927223, 60.260557, 53.927223, 53.927223, 60.260557 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98194, 729181, -11548, -108346, -54571, 523008 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5598, "evaluation_days": 1866, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760307312090, "expiration_time": 1765121472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 66, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|